+245.6%
CRH vs HST
+110.3%
+135.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.6% | +0.8% |
| 7D | -6.1% | +0.9% | -6.9% | -6.4% |
| 30D | -9.3% | -2.5% | -6.8% | -8.3% |
| 3M | -15.2% | -5.1% | -10.1% | -13.4% |
| 6M | -14.2% | +21.6% | -35.8% | -21.3% |
| YTD | -28.3% | +31.6% | -59.9% | -36.3% |
| 1Y | -21.8% | +36.1% | -57.9% | -31.9% |
| 3Y | +71.6% | +66.5% | +5.2% | +35.6% |
| 5Y | +96.6% | +76.6% | +20.0% | +48.1% |
| All | +245.6% | +110.3% | +135.3% | +126.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling